Good to have TradeInsideBars, BarOpened, BarClosing in SystemData.
Now I can send a "MarketOnClose" Orders based on the latest, nearly complete bar and its close price - very nice.
what I really want to do:
* Calculate a bunch of indicators based on this latest close price
* do some more fancy calculations (in BarClosing)
send a MarketOnClose order for the very same close price.
(Yes, I checked, Indicators are currently not updated
at the time BarClosing is called)
(Yes, I know this is not realistic, but it is a quick way to backtest strategies which otherwise would need much more and much more complex programming)
Could you imagine to add indicator processing before
BarClosing is called?
Our Trading System at C2: Topaz